Dynamic and High-Frequency Price Index: Calculation of Turkey's Daily and Hourly Inflation

Serkan Gençer and Veysel Ulusoy
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Serkan Gençer: Yedi̇tepe University
Veysel Ulusoy: Yedi̇tepe University

Journal of Finance Letters (Maliye ve Finans Yazıları), 2021, vol. 36, issue Special2, 173-190

Abstract: The Prices collected from online resources can be used to construct daily or hourly price indexes that complement offical statistics. This paper aims to measure daily or hourly inflation rate which is necessary to measure real return and affects them deeply together with returns obtained from financial markets and daily monitored interest and inflation rates. In addition, this study aimed to evaluate the ability of comparison, improving and control functions of our system and method against the offical inflation rates obtained by Turkish Statistical Institute (TSI) on a monthly basis.

Keywords: Financial Economics; Alternative Inflation Calculation; Online Inflation; Dynamic and High Frequency Price Index; Turkey Statistics Institute (TSI) (search for similar items in EconPapers)
JEL-codes: B41 C63 C82 C88 E31 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:acc:malfin:v:36:y:2021:i:special2:p:173-190

DOI: 10.33203/mfy.846065

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